Common Factors in Active and Passive Portfolios

DOI10.1023/A:1009842017125MaRDI QIDQ4943155zbMATH OpenOpenAlexFDO

Authors Edwin J. Elton, Martin J. Gruber, Christopher R. Blake

Publication date 2 August 2000

Published in Review of Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1009842017125

Mathematics Subject Classification ID

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